I'm sorry if my posts sound a little all over the place, I'm a little on edge here myself so I'll try to be as clear as possible...
* Yes I did have a Yubikey and *thought* I registered it
* I just spoke with Mt Gox and they are claiming that I never had a registered Yubikey
* They provided the IP Address of the person, but it comes up all over the world when I search it
* I know I tried to register my yubi when I got it so I *suspect* there is a fault where it is not "sticking" the first time around as you stated
Where did you get the Yubikey from? Could you have bought it from a third party that asked for your username/password and you sent it to them via email or on a website? Also what is the IP address of the attacker that Mtgox gave you?